+119.3%
AJG vs COMP
-47.7%
+167.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -1.8% | +1.4% | -3.2% | -1.9% |
| 30D | +4.6% | -13.3% | +18.0% | +5.2% |
| 3M | +24.9% | +41.1% | -16.2% | +23.1% |
| 6M | +17.2% | +17.2% | 0.0% | +16.0% |
| YTD | +2.2% | +5.2% | -3.0% | +1.4% |
| 1Y | -11.5% | +18.9% | -30.4% | -12.8% |
| 3Y | +16.7% | +215.9% | -199.2% | +8.4% |
| 5Y | +89.6% | -31.2% | +120.8% | +88.7% |
| All | +119.3% | -47.7% | +167.0% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling